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highfrequency
highfrequency PublicForked from jonathancornelissen/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. …
R 5
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DriftBurstHypothesis
DriftBurstHypothesis PublicCalculates the Test-Statistic for the Drift Burst Hypothesis of Christensen, Oomen and Renò (2018) <DOI:10.2139/ssrn.2842535>.
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mkl4deb
mkl4deb PublicForked from eddelbuettel/mkl4deb
Adding the Intel MKL to a Debian / Ubuntu system via one simple script
Shell
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xts
xts PublicForked from joshuaulrich/xts
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
R
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